Referierte Publikationen
Veröffentlichungen der Forscher und Forscherinnen der Bundesbank nach Jahren
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- Abbassi P., C. Brownlees, C. Hans and N. Podlich,
Credit risk interconnectedness: what does the market really know?, Journal of Financial Stability, Vol. 29, pp. 1-12. - Abbassi, P., F. Fecht, and J.P. Tischer,
Variations in market liquidity and the intraday interest rate, Journal of Money, Credit and Banking, Vol. 49(4), pp. 733-765. - Adam, K., J. Beutel and A. Marcet,
Stock Price Booms and Expected Capital Gains, American Economic Review, Vol. 107(8), pp. 2352–2408. - Beckers, B., H. Herwartz and M. Seidel,
Risk forecasting in (T)GARCH models with uncorrelated dependent innovations, Quantitative Finance, Vol. 17, pp. 121-137. - Beckmann J., and M. Kühl,
The Role for Long- Run Target Values of the Exchange Rate in the Bank of Japan’s Policy Reaction Function, World Economy, Vol. 40(9), pp. 1836-1865. - Behr P., D. Foos and L. Norden,
Cyclicality of SME lending and government involvement in banks, Journal of Banking and Finance, Vol. 77, pp. 64-77. - Berg T. and P. Koziol,
An analysis of the consistency of banks’ internal ratings, Journal of Banking and Finance, Vol. 78, pp. 27-41. - Berner E., I. Birg and D. Boddin,
Retailers and Consumers: The Pass-through of Import Price Changes, World Economy, Vol. 40(7), pp. 1314–1344. - Bettendorf, T.,
Idiosyncratic and international transmission of shocks in the G7: does EMU matter?, Review of International Economics, Vol. 25(4), pp. 856-890. - Besedes T., S. Goldbach and V. Nitsch,
You’re banned! The effect of sanctions on German cross-border financial flows, Economic Policy, Vol. 32(90), pp. 263-318. - Bettendorf T.,
Investigating Global Imbalances: Empirical Evidence from a GVAR Approach, Economic Modelling, Vol. 64, pp. 201-210. - Bettendorf T. and D.Bursian,
Chow-Lin X N: How adding a panel dimension can improve accuracy, Economics Letters, Vol. 157, pp. 5-9. - Bilias, Y., D. Georgarakos and M. Haliassos
Has Greater Stock Market Participation Increased Wealth Inequality in the US?, Review of Income and Wealth, Vol. 63(1), pp. 169-188. - Blum, U., C. Fuhrmeister, P. Marek and M. Titze,
R & D collaborations and the role of proximity, Regional Studies, Vol. 51(12), pp. 1761–1773. - Börsch-Supan, A., A. Ludwig and E. Vogel,
Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation, Journal of Pension Economics and Finance, Vol. 16(1), pp. 81-107. - Bursian, D.,
Solving RE models with discontinuous policy rules – An application to minimum wage setting in Germany, Applied Economics Letters, Vol. 24(15), pp. 1121-1126. - Busch, R. and C. Memmel,
Banks’ Net Interest Margin and the Level of Interest Rates, Credit and Capital Markets, Vol. 50(3), pp. 363-392. - Cardoso-Costa, J.-M. and V. Lewis,
Fiscal Policy and Inflation in a Monetary Union, Economica, Vol. 84(336), pp. 779–796. - Döhrmann, D., M. Gürtler and M. Hibbeln,
Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs, Journal of Risk and Insurance, Vol. 84(3), pp. 851-879. - Düll, R., F. König and J. Ohls,
On the exposure of insurance companies to sovereign risk — Portfolio investments and market forces, Journal of Financial Stability, Vol. 31, pp. 93-106. - Hainz, C. and N. Hristov,
Credit Crunch Indicator: Perceptions of the Willingness of Banks to Lend and Firms' Experience in the Credit Market, CESifo Forum, Vol. 18(2), pp. 66-69. - Hertrich, M. and H. Zimmermann,
On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Journal of Money, Credit and Banking, Vol. 49(2-3), pp. 567-578. - Hoffmann, A., and A. Loeffler,
Surplus liquidity, central bank losses and the use of reserve requirements in emerging markets, Review of International Economics, Vol. 25(5), pp. 990-998. - Hristov, N. and O. Huelsewig,
Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area, Journal of Macroeconomics, Vol. 54(B), pp. 161-186. - Jochem, A. and S. Reitz,
The role of global financial conditions for credit supply in EMU periphery countries, Applied Economics Letters, Vol. 24, pp. 727-731. - Kaufmann, S., C. Schumacher,
Identifying relevant and irrelevant variables in sparse factor models, Journal of Applied Econometrics, Vol. 32(6), pp. 1123–1144. - Kick, T., I. Nehring and A. Schertler,
Do all new brooms sweep clean? Evidence for outside bank appointments, Journal of Banking and Finance, Vol. 84, pp. 135-151. - Knetsch, T. and A. Nagengast,
Penny Wise and pound Foolish? On the income of Germany’s Foreign investments, Review of World Economics, Vol. 153(4), pp. 753-778. - Knüppel, Malte and G. Schultefrankenfeld,
Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Vol. 53(1), pp. 195-215. - König, P. and A. Meyer-Gohde,
Decoupling Real and Nominal Rigidities: A Re-examination of the Canonical Model of Price Setting Under Menu Costs, Economic Letters, Vol. 156, pp. 129-132. - Kühl, M.,
Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks, Journal of Macroeconomics, Vol. 54(B), pp. 260-284. - Le Blanc, J., A. Porpiglia, F. Teppa, J. Zhu and M. Ziegelmeyer,
Household saving behavior and credit constraints in the Euro area, International Journal of Central Banking, Vol. 12(2), pp. 15-70. - Le Blanc, J. and A. Scholl,
Optimal savings for retirement: The role of individual accounts, Macroeconomic Dynamics, Vol. 21(6), pp. 1361–1388. - Lewis V. and R. Winkler,
Government Spending, Entry and the Consumption Crowding-In Puzzle, International Economic Review, Vol. 58(3), pp. 943-972. - Mankart, J., and R. Oikonomou,
Household search and the aggregate labour market, Review of Economic studies, Vol. 84(4), pp. 1735-1788. - Meinen P. and O. Röhe,
On Measuring Aggregate Uncertainty and its Impact on Investment: Cross-country Evidence from the Euro Area, European Economic Review, Vol. 92, pp. 161-179. - Meller B. and N. Metiu,
The synchronization of credit cycles, Journal of Banking and Finance, Vol. 82, pp. 98-111. - Menkhoff, L. and S. Sakha,
Estimating Risky Behavior with Multiple-Item Risk Measures: Experimental Evidence, Journal of Economic Psychology, Vol. 59, pp. 56-86. - Ohls J., M. Pramor and L. Tonzer,
International Banking and Cross-Border Effects of Regulation: Lessons from Germany, International Journal of Central Banking, Vol. 13(S1), pp. 129-162. - Richter M.,
Asymmetric effects on financial cycles in a monetary union with diverging country preferences for variable- and fixed-rate mortgages, Review of Economics and Finance, Vol. 7(1), 19-36. - Schmidt, T. and P. Tzamourani,
Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“, DIW Quarterly Journal of Economic Research. Vol. 86(4), pp. 31-49. - Sieber S. and T. Schmidt,
The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany, Journal of Official Statistics, Vol. 33(29), pp. 427-454. - Sigmund M. and I. Stein,
What predicts financial (in)stability? A Bayesian approach, Credit and Capital Markets. Vol 50(3), pp. 299-336. - Unger R.,
Asymmetric credit growth and current account imbalances in the euro area, Journal of International Money and Finance, Vol. 73(Part. B), pp. 435-451.
- Abbassi P., C. Brownlees, C. Hans and N. Podlich,
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- Abbassi, P., R. Iyer, J. Peydró and F. Tous,
Securities trading by banks and credit supply: Microevidence, Journal of Financial Economics, Vol. 121(3), pp. 569-594. - Abbate, A., S. Eickmeier, W. Lemke and M. Marcellino,
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR, Journal of Money, Credit and Banking, Vol. 48, pp. 573-601. - Abrahams, M., T. Adrian, R. K. Crump, E. Moench and R. Yu,
Decomposing Real and Nominal Yield Curves, Journal of Monetary Economics, Vol. 84, pp. 182-200. - Adam, K. and P. Tzamourani,
Distributional consequences of asset price inflation in the euro area, European Economic Review, Vol. 89, pp. 172-192. - Ampudia, M., A. Pavlickova, J. Slacalek and E. Vogel,
Household Heterogeneity in the Euro Area Since the Onset of the Great Recession, Journal of Policy Modeling, Vol. 38, pp. 181-197. - Andrade, P., R.K. Crump, S. Eusepi and E. Mönch,
Fundamental Disagreement, Journal of Monetary Economics, Vol. 83, pp. 106-128. - Arnold, E.A., I. Größl, and P. Koziol,
Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors, Quarterly Review of Economics and Finance, Vol. 61, issue C, pp. 126-138. - Arrondel, L., L. Bartiloro, P. Fessler, P. Lindner, T. Mathä, C. Rampazzi , F. Savignac, T. Schmidt, M. Schürz and P. Vermeulen,
How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption survey, International Journal of Central Banking, June, pp. 129-220. - Bagnall, J., D. Bounie, K. Huynh, A. Kosse, T. Schmidt, S. Schuh and H. Stix,
Consumer cash usage: A cross-country comparison with payment diary survey data, International Journal of Central Banking, December/2016, pp. 1-62. - Berger, A., C. Bouwman, T. Kick and K. Schaeck,
Bank liquidity creation and risk taking during distress, Journal of Financial Intermediation, Vol. 26, pp. 115-141. - Borstel, J. von, S. Eickmeier and L. Krippner,
The interest rate pass-through in the euro area during the sovereign debt crisis, Journal of International Money and Finance, Vol. 68, pp. 386-402. - Bover, O., J. Casado, S. Costa, P. Du Caju, Y. McCarthy, E. Sierminska, P. Tzamourani, E. Villanueva and T. Zavadil,
The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions, International Journal of Central Banking, Vol. 12(2), pp. 71-128. - Buch, C., M. Koetter and J. Ohls,
Banks and sovereign risk: A granular view, Journal of Financial Stability, Vol. 25, pp. 1-15. - Busch, R. and C. Memmel,
Quantifying the Components of the Banks' Net Interest Margin, Financial Markets and Portfolio Management, Vol. 30(4), pp. 371-396. - Cloyne, J. and P. Hürtgen,
The macroeconomic effects of monetary policy: A new measure for the United Kingdom, American Economic Journal:Macroeconomics, Vol. 8(4), pp. 75-102. - Daude C., A. Nagengast and E. Levy Yeyati,
On the effectiveness of exchange rate interventions in emerging markets, Journal of International Money and Finance, Vol. 64, pp. 239-261. - Droll T., N. Podlich and M. Wedow,
Out of sight, out of mind? On the risk of sub-custodian structures, Journal of Banking and Finance, Vol. 68, pp. 47-56. - Eickmeier S., Marcellino M. and E. Prieto Fernandez,
Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol 31(7), pp. 1215-1233. - Fink K., U. Krüger, B. Meller and L. Wong,
The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Vol. 25, pp. 83-97. - Fischer C.,
Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice, Journal of International Money and Finance, Vol. 64, pp. 214-238. - Fratzscher, M., P. König and C. Lambert,
Credit Provision and Banking Stability after the GFC, Journal of International Money and Finance, Vol. 66, pp. 113-135. - Frey C. and F. Mokinski,
Forecasting with bayesian vector autoregressions estimated using professional forecasts, Journal of Applied Econometrics, Vol. 31(6), pp. 1083-1099. - Gadatsch N., K. Hauzenberger and N. Stähler,
Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR, Economic Modelling, Vol. 52, pp. 997-1016. - Gerke, R. and F. Hammermann,
Robust Monetary Policy in a New Keynesian Model with Imperfect Interest Rate Pass-Through, Macroeconomic Dynamics, Vol. 20(6), pp. 1504-1526. - Giesen S. and R. Scheufele,
Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Esti-mators in DSGE Models, Journal of Macroeconomics, Vol. 48, pp. 1-18. - Götz T., A. Hecq and S. Smeekes,
Testing for Granger causality in large mixed-frequency VARs, Journal of Econometrics, Vol. 193, pp. 418-432. - Hoffmann, M. and P. Hürtgen,
Inflation Expectations, Disagreement and Monetary Policy, Economic Letters, Vol. 146, pp. 59-63. - Hollmayr, J. und M. Kühl,
Imperfect Information about Financial Frictions and Consequences for the Business Cycle, Review of Economic Dynamics, Vol. 22, pp. 179-207. - Hossfeld, O. and A. Röthig,
Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Finance Research Letters, Vol. 18, pp. 218-228. - Kick T., M. Koetter and T. Poghosyan,
Bank Recapitalization, Regulatory Intervention, and Repayment, Journal for Money, Credit and Banking, Vol. 48(7), pp. 1467-1494. - Kliem M., A. Kriwoluzky and S. Sarferaz,
Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries, European Economic Review, Vol. 88, pp. 158-184. - Kliem, M., A. Kriwoluzky and S. Sarferaz,
On the low-frequency relationship between public deficits and inflation, Journal of Applied Econometrics, Vol. 31(3), pp. 566-583. - Kliem, M. and H. Uhlig,
Bayesian Estimation of a DSGE Model with Asset Prices, Quantitative Economics, Vol. 7(1), pp. 257-287. - König, P. and D. Pothier,
Too Much of a Good Thing? Short-term Debt as a Sorting Device, Journal of Financial Intermediation, Vol. 26, pp. 100-114. - Kohlbrecher B., C. Merkl and D. Nordmeier,
Revisiting the Matching Function, Journal of Economic Dynamics and Control, Vol. 69, pp. 350-374. - Krause M. and S. Moyen,
Public debt and changing inflation targets, American Economic Journal: Macroeconomics, Vol. 8(4), pp. 142-176. - Kremer J. and N. Stähler,
Structural and cyclical effects of tax progression, Finanz Archiv, Vol. 72, pp. 41-73. - Liu W. and E. Mönch,
What predicts US recessions? International Journal of Forecasting, Vol. 32(4), pp. 1138-1150. - Mankart J. and R. Oikonomou,
The rise of the added worker effect, Economics Letters, Vol. 143, pp. 48-51. - Meinen P.,
Markup responses to Chinese imports, Economics Letters, Vol. 141, pp. 122-124. - Metiu N.,
How does the stock market respond to changes in bank lending standards? Economics Letters, Vol. 144, pp. 92-97. - Mokinski F.,
Using time-stamped survey responses to measure expectations at a daily frequency, International Journal of Forecasting, Vol. 32, pp. 271-282. - Nagengast A. and R. Stehrer,
The great collapse in value added trade, Review of International Economics, Vol. 24, pp. 392-421. - Nagengast A. and R. Stehrer,
Accounting for the differences between gross and value added trade balances, World Economy, Vol. 39(9), pp. 1276-1306. - Nordmeier D., H.Schmerer and E. Weber,
Trade and labor market dynamics: What do we learn from the data? Economics Letters, Vol. 145, pp. 206-209. - Prieto, E., S. Eickmeier and M. Marcellino,
Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol. 31(7), pp 1215-1233. - Vilsmeier J.,
Updating the option implied probability of default methodology, Journal of Computational Finance, Vol. 19. - Vogel E.,
Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period, Journal of Inter-national Money and Finance, Vol. 61, pp. 120-142. - Zhu, J. and K. Adam,
Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area, Journal of the European Economic Association, Vol. 14(4), pp. 871-906.
- Abbassi, P., R. Iyer, J. Peydró and F. Tous,
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- Adrian, T., R. K. Crump and E. Moench,
Regression-Based Estimation of Dynamic Asset Pricing Models, Federal Reserve Bank of New York Staff Reports No. 493, June 2014, Journal of Financial Economics, Vol. 118, (2), pp. 211-244. - Alter, A., B. Craig and P. Raupach,
Centrality-based capital allocations, International Journal of Central Banking, Vol. 11(3), 329-377. - Baltzer, M., O. Stolper and A. Walter,
Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, Vol. 21 (9), pp. 734-754. - Bleich, D. and A. Dombret,
Financial System Leverage and the Shortage of Safe Assets: Exploring the Policy Options, German Economic Review, Vol. 16(2), pp. 161-180. - Böninghausen, B. and M. Köhler,
Diversification and determinants of international credit portfolios: evidence from German banks, International Review of Economics and Finance, Vol. 39, 57-75. - Bornemann, S., T. Kick, A. Pfingsten and A. Schertler,
Earnings baths by CEOs during turnovers: Empirical evidence from German savings banks, Journal of Banking and Finance, Vol. 53, pp. 188-201. - Borsi, M. T. and N. Metiu,
The evolution of economic convergence in the European Union, Empirical Economics, Vol. 48(2), pp. 657-681. - Brei M., Buzaushina A.,
International financial shocks in emerging markets, Journal of International Money and Finance, Vol. 58, pp. 51-74 - Breitung, J. and S. Eickmeier,
Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches, Advances in Econometrics, Vol. 35. - Breitung, J. and S. Eickmeier,
Analyzing business cycle asymmetries in a multi-level factor model, Economics Letters, Vol. 127, pp. 31-34. - Bursian, D. and S. Fürth,
Trust Me! I am a European Central Banker, Journal of Money, Credit and Banking, Vol. 47(8), pp 1503-1530. - Bursian, D., A. Weichenrieder, J. Zimmer,
Trust in government and fiscal adjustments, International Tax and Public Finance, Vol. 22, pp. 663-682. - Busch, R. and T. Kick,
Income Structure and Bank Business Models: Evidence on Performance and Stability from the German Banking Industry, Schmalenbach Business Review, Vol. 67, pp. 226-253. - Choquette, E. and P. Meinen,
Export Spillovers: Opening the Black Box, The World Economy, Vol. 38(12), pp. 1912-1946. - Cici, G., S. Gibson, Y. Gündüz and J. J. Merrick Jr.,
Market Transparency and the Marking Precision of Bond Mutual Fund Managers, Journal of Portfolio Management, Vol. 41(2), pp. 126-137. - Clerc, L., A. Derviz, C. Mendicino, S. Moyen, K. Nikolov, L. Stracca, J. Suarez, A. Vardoulakis,
Capital Regulation in a Macroeconomic Model with Three Layers of Default, International Journal of Central Banking, Vol. 11(3), pp. 9-64. - Eickmeier, S., W. Lemke and M. Marcellino,
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis, Journal of the Royal Statistical Society - Series A, Vol. 178(3), pp. 493-533. - Entrop, O., C. Memmel, B. Ruprecht and M. Wilkens,
Determinants of bank interest margins: Impact of maturity transformation, Journal of Banking and Finance, Vol. 54, 1-19. - Foroni, C., M. Marcellino and C. Schumacher,
U-MIDAS: MIDAS regressions with unrestricted lag polynomials, Journal of the Royal Statistical Society – Series A, Vol. 178, pp. 57-82. - Gehde -Trapp M., Gündüz Y. and J. Nasev,
The Liquidity Premium in CDS Transaction Prices: Do Frictions Matter? Journal of Banking and Finance, Vol. 61, pp. 184-205. - Gündüz, Y., C. Memmel and P. Raupach,
The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247. - Harms, P., M. Hoffmann and C. Ortseifer,
The Home Bias in Equities and Distribution Costs, Scandinavian Journal of Economics, Vol. 117(3), pp. 983-1018. - Hollmayr J. and C. Matthes,
Learning about fiscal policy and the effects of policy uncertainty, Journal of Economic Dynamics and Control, Vol. 59, pp. 142-162. - Hübner M. and G. Vannoorenberghe,
Patience and long-run growth Economics Letters, Vol.137, pp. 163-167. - Kick, T. and E. Prieto,
Bank Risk and Competition: Evidence from Regional Banking Markets, Review of Finance, Vol. 19(3), 1185-1222. - Knüppel M.,
Evaluating the calibration of multi-step-ahead density forecasts using raw moments, Journal of Business and Economic Statistics, Vol. 33, pp. 270-28. - Köhler, M.,
Which Banks are More Risky? The impact of business models on bank stability, Journal of Financial Stability, Vol. 16, pp. 195-212. - König, P.,
Liquidity Requirements – A Double-Edged Sword, International Journal of Central Banking, Vol. 11(4), pp. 129-168. - Koziol, C., P. Koziol and T. Schön,
Do correlated defaults matter for CDS premia? An empirical analysis, Review of Derivatives Research, Vol 18(3), 191-224. - Lewis, V. and R. Winkler,
Fiscal Policy and Business Formation in Open Economies, Research in Economics, Vol. 69(4), pp. 603-620. - Lewis, V. and A. Stevens,
Entry and Markup Dynamics in an Estimated Business Cycle Model, European Economic Review, Vol. 74, pp. 14-35. - Lucca, D. and E. Moench,
The Pre-FOMC Announcement Drift, Federal Reserve Bank of New York Staff Reports No. 512, July 2013, Journal of Finance, Vol. 70(1), pp. 329-371. - Mankart, J. and G. Rodano,
Personal Bankruptcy Law, Debt Portfolios, and Entrepreneurship, Journal of Monetary Economics, Vol. 76, pp. 157-172. - Meinen, P.,
Sunk Costs of Exporting and the Role of Experience in International Trade, Canadian Journal of Economics, Vol. 48(1), pp.335-367. - Vandenbussche, J., U. Vogel and E. Detragiache,
Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe, Journal of Money, Credit and Banking, Vol. 47(S1), pp. 343-377.
- Adrian, T., R. K. Crump and E. Moench,
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Anand, K., F. Heinemann and P. König,
Guarantees, Transparency and the Interdependency Between Sovereign and Bank Default Risk, Journal of Banking and Finance, Vol. 45, pp. 321-337.Berger, A., T. Kick and K. Schaeck,
Executive board composition and bank risk taking, Journal of Corporate Finance, Vol. 28, pp. 48-65.Bornemann, S., S. Homölle, C. Hubensack, T. Kick and A. Pfingsten,
Visible Reserves in Banks – Determinants of Initial Creation, Usage, and Contribution to Bank Stability, Journal of Business Finance and Accounting, Vol. 41(5) & (6), pp. 507-544.Buch, C. M., S. Eickmeier and E. Prieto,
In search for yield? Survey-based evidence on bank risk taking, Journal of Economic Dynamics and Control, Vol. 43, pp. 12-30.Buch, C. M., S. Eickmeier and E. Prieto,
Macroeconomic factors and micro-level bank behavior, Journal of Money, Credit and Banking, Vol. 46(4), pp. 715-751.Buch, C.M., I. Kesternich, A. Lipponer and M. Schnitzer,
Financial Constraints and Foreign Direct Investment: Firm-Level Evidence, Review of World Economics, Vol. 150 (2), pp. 393-420.Buch, C. M. and E. Prieto,
Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany, International Finance, Vol. 17(1), pp. 1-23.Bursian, D. and M. Roth,
Optimal policy and Taylor rule cross-checking under parameter uncertainty, B.E. Journal of Macroeconomics, Vol. 14(1), pp. 301–324,.Dombret, A., T. Liebig and I. Stein,
Trennbankensystem - ein Weg zu mehr Finanzstabilität in Deutschland?, Perspektiven der Wirtschaftspolitik, Vol. 15, pp. 41-55.Dräger, L., U. Fritsche and J.-O. Menz,
Perceived Inflation under Loss Aversion, Applied Economics, Vol 46(3), pp. 282-293.Düllmann, K. and T. Kick,
Stress testing German banks against a global credit crunch, Financial Markets and Portfolio Management, Vol. 28, pp. 337-361.Düllmann, K. and P. Koziol,
Are SME Loans Less Risky than Regulatory Capital Requirements Suggest?, Journal of Fixed Income, Vol. 23(4), pp. 89-103Eickmeier, S., L. Gambacorta and B. Hofmann,
Understanding global liquidity, European Economic Review, Vol. 68, pp. 1-18.Fischer, C. and O. Hossfeld,
A consistent set of multilateral productivity approach-based indicators of price competitiveness - results for Pacific Rim economies, Journal of International Money and Finance, Vol. 49(A), pp. 152-169.Frey, R. and C. Kerl,
Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market, Journal of Banking and Finance, Vol. 50, pp. 52-68.Goldbach S. and V. Nitsch,
Extra Credit: Bank Finance and Firm Export Status in Germany, The World Economy, Vol. 37(7), pp. 883-891.Gündüz, Y. and O. Kaya,
Impacts of the Financial Crisis on Eurozone Sovereign CDS Spreads, Journal of International Money and Finance, Vol. 49, 425-442.Gündüz, Y., C. Memmel and P. Raupach,
The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247.Gündüz, Y. and M. Uhrig-Homburg,
Does Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models, Review of Derivatives Research, Vol. 17, pp. 39-78.Hansen, J. D., P. Meinen and J. U. M. Nielsen,
Elasticity of Substitution and Anti-Dumping Decisions, Review of World Economics, Vol. 150(4), pp. 787-816Hristov, N., O. Huelsewig and T. Wollmershaeuser,
The Interest Rate Pass–Through in the Euro Area During the Global Financial Crisis, Journal of Banking and Finance, Vol. 48, pp. 104-119.Hristov, N., O. Huelsewig and T. Wollmershaeuser,
Financial Frictions and Inflation Differentials in a Monetary Union, The Manchester School, Vol. 82(5), pp. 549-595.Hürtgen, P. and R. Rühmkorf,
Sovereign default risk and state-dependent twin deficits, Journal of International Money and Finance, Vol. 48, pp. 357-382Islami, M. and J.-R. Kurz-Kim,
A single composite financial stress indicator and ist real impact in the euro area, International Journal of Finance and Economics, Vol. 19(3), pp. 204-211.Jahn, N. and T. Kick,
Early Warning Indicators for the German Banking System: A Macroprudential Analysis, Credit and Capital Markets, Vol. 47(1), 5-47.Kajuth, F.,
NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off, GERMAN Economic Review, Vol. 17(1), pp. 104-125.Kalckreuth, U. von, T. Schmidt and H. Stix,
Choosing and using payment instruments: evidence from German microdata, Empirical Economics, Vol. 46(3), pp. 1019-1055.Kalckreuth, U. von, T. Schmidt and H. Stix,
Using Cash to Monitor Liquidity – Implications for Payments, Currency Demand and Withdrawal Behavior, Journal of Money, Credit and Banking, Vol. 46(8), pp. 1753-1786.Kempkes, G.,
Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries, FinanzArchiv, Vol. 70(2), pp. 278-315.Kliem, M. and A. Kriwoluzky,
Toward a Taylor rule for fiscal policy, Review of Economic Dynamics, Vol. 17(2), pp. 294-302.Knetzsch, T.A., K. Sonderhof and W.Kempe,
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